报告题目：Mean Field LQ Games with a Finite Number of Agents

报告人：王炳昌 教授

时  间：2021年 12月5号19:50-20:30

地   点： 腾讯会议 834 293 093

摘  要：This work is concerned with a new class of mean-field games which involve a finite

number of agents. Necessary and sufficient conditions are obtained for the existence of the decentralized open-loop Nash equilibrium in terms of non-standard forward-backward stochastic differential equations (FBSDEs). By solving the FBSDEs, we design a set of decentralized strategies by virtue of two differential Riccati equations. Instead of the asymptotic-Nash equilibrium in classical mean-field games, the set of decentralized strategies is shown to be a Nash equilibrium.

报告人简介： 王炳昌，山东大学教授，国家优秀青年基金获得者，IEEE Senior Member。

目前担任中国自动化学会青年工作委员会委员、区块链专委会委员、控制理论专委会随机学

组委员。发表学术论文60余篇，包括IEEE TAC、Automatica和SIAM J. Control and

Optimization论文10余篇(其中长文8篇）。主要研究方向：随机控制与分布式计算、平均场

博弈、机器学习等。